Listagem FGV EPGE - Ensaios Econômicos por Título "On the statistical estimation of diffusion processes - a partial survey"
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On the statistical estimation of diffusion processes - a partial survey
2004-10-16Data available on continuous-time diffusions are always sampled discretely in time. In most cases, the likelihood function of the observations is not directly computable. This survey covers a sample of the statistical ...
